+15.1%
KSPI vs SPY
+63.4%
-48.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -7.9% | -2.0% | -5.9% | -6.1% |
| 30D | +4.1% | -1.7% | +5.8% | +5.8% |
| 3M | +29.2% | +4.7% | +24.5% | +23.7% |
| 6M | +40.1% | +12.5% | +27.6% | +25.5% |
| YTD | +32.8% | +11.7% | +21.1% | +19.8% |
| 1Y | +22.0% | +17.5% | +4.5% | +5.2% |
| All | +15.1% | +63.4% | -48.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling